Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 498 868 CHF | 167 789 CHF | 99,43% | 99,43% |
19/11/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 300 CHF | 166 600 CHF | 99,43% | 99,43% |
18/11/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 506 542 CHF | 170 347 CHF | 97,71% | 97,71% |
15/11/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 517 266 CHF | 173 922 CHF | 99,41% | 99,41% |
14/11/2024 | 0,86% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 518 546 CHF | 174 349 CHF | 99,43% | 99,43% |
13/11/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 511 484 CHF | 171 995 CHF | 96,92% | 96,92% |
12/11/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 526 454 CHF | 176 985 CHF | 96,95% | 96,95% |
11/11/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 529 229 CHF | 177 910 CHF | 99,43% | 99,43% |
08/11/2024 | 0,83% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 543 356 CHF | 182 619 CHF | 99,35% | 99,35% |
07/11/2024 | 0,77% | 1,32 CHF | 1,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 578 799 CHF | 194 433 CHF | 98,61% | 98,61% |